win10 64bits xgboost install



git clone --recursive https://github.com/dmlc/xgboost

msys2安裝好，在msys2中執行(編譯出來的是so)

cp make/mingw64.mk config.mk; make -j4

編譯出來是xgboost.dll

mkdir build
cd build
cmake .. -G"Visual Studio 12 2013 Win64"

複製xgboost.dll到python-package\xgboost

然後在python-package中執行

python setup.py build

python setup.py install